Germany
Over 2011 to 2025 (15 years of data), FMEDEEUR has tended to move long between 12.10 and 19.10, closing higher in 86.7% of those years for an average +0.73% move and an annualized Sharpe of 0.79.
Best window
12.10 - 19.10
Direction
Long
Win rate
86.7%
Avg return
+0.73%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 19.10 | Long | 86.7% | +0.73% | 0.79 | 15 |
| 12.10 → 20.10 | Long | 86.7% | +0.31% | 0.30 | 15 |
| 11.10 → 19.10 | Long | 80.0% |
| +0.82% |
| 0.78 |
| 15 |
| 11.10 → 20.10 | Long | 80.0% | +0.40% | 0.34 | 15 |
| 11.10 → 21.10 | Long | 80.0% | +0.34% | 0.28 | 15 |
| 12.10 → 21.10 | Long | 80.0% | +0.25% | 0.23 | 15 |
| 12.10 → 18.10 | Long | 80.0% | +0.08% | 0.09 | 15 |
| 12.10 → 23.10 | Long | 73.3% | +0.40% | 0.33 | 15 |